Banco Macro S.A. (BMA)
NYSE: BMA
· Real-Time Price · USD
45.29
-2.02 (-4.27%)
At close: Sep 26, 2025, 3:59 PM
45.34
0.11%
After-hours: Sep 26, 2025, 07:59 PM EDT
BMA Delta Exposure By Expiry
The total Delta Exposure (DEX) for BMA across all expirations shows -244,293.46 net shares that market makers must hedge, with 44,188.87 from calls and 288,482.33 from puts. The put-call delta ratio of 6.53 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
BMA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 12,107.66 | -40,598.27 | -28,490.61 | 3.35 |
| Nov 21, 25 | 16,748.01 | -75,948.94 | -59,200.93 | 4.53 |
| Jan 16, 26 | 7,559.19 | -98,111.17 | -90,551.98 | 12.98 |
| Apr 17, 26 | 7,774.01 | -73,823.95 | -66,049.94 | 9.50 |
| Jun 18, 26 | 0 | 0 | 0 | n/a |